+13,957.4%
TSM vs IFF
+253.0%
+13,704.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | +4.5% | -0.3% | +4.8% | +4.5% |
| 3M | +3.1% | +18.6% | -15.5% | -5.0% |
| 6M | +30.2% | +17.4% | +12.8% | +19.2% |
| YTD | +45.2% | +28.5% | +16.7% | +27.3% |
| 1Y | +79.6% | +32.5% | +47.0% | +54.2% |
| 3Y | +411.0% | +34.1% | +376.9% | +323.2% |
| 5Y | +290.7% | -35.2% | +325.9% | +330.4% |
| 10Y | +1,753.6% | -21.1% | +1,774.7% | +1,620.9% |
| All | +13,957.4% | +253.0% | +13,704.5% | +6,163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling